+154.7%
FTNT vs MSI
+77.7%
+77.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.5% |
| 7D | -1.0% | +7.7% | -8.7% | -1.9% |
| 30D | -33.6% | +19.9% | -53.5% | -35.4% |
| 3M | -20.9% | +14.9% | -35.8% | -22.4% |
| 6M | +11.0% | +37.2% | -26.3% | +5.1% |
| YTD | +61.3% | +40.8% | +20.5% | +48.6% |
| 1Y | +53.1% | +38.1% | +15.0% | +42.0% |
| All | +154.7% | +77.7% | +77.0% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling